I am trying to take indoor movies with my A57 and they are all under exposed unless I use the Auto mode. The manual says that any exposure mode should work properly. Anyone have an explanation or cure for this problem?

there are many ways to solve this.

1) If you want to stick with the manual mode, set to M and adjust the shutter speed/frame rate. Make sure shutter speed is above 30 or you'll get blurry movements.